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ASTIN Bulletin

ASTIN Volume 24, No. 2

November 1994
Volume 24, No. 2

The Journal of the ASTIN and AFIR Section of the International Actuarial Association

Contents

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EDITORIAL AND ANNOUNCEMENTS

Editorial
The 4th AFIR International Colloquium
The XXV ASTIN Colloquium in Cannes

Articles

S. WANG, M. SOBRERO
Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions

G. PARKER
Two Stochastic Approaches for Discounting Actuarial Functions

O. HESSELAGER
A Markov Model for Loss Reserving

H. U. GERBER, E.S.W. SHIU
Martingale Approach to Pricing Perpetual American Options

E. KREMER
Robust Credibility via Robust Kalman Filtering

D. A. STANFORD, K. J. STROINSKI
Recursive Methods for Computing Finite Time Ruin Probabilities for Phase-Distributed claim sizes

R. S. AMBAGASPITIYA, N. BALAKRISHNAN
On the Compound Generalized Poisson Distributions

A. E. RENSHAW
Modeling the Claims Process in the Presence of Covariates

Workshop

J. LEMAIRE, H. M. ZI
A Comparative Analysis of 30 Bonus-Malus Systems

B. AJNE
Additivity of Chain-Ladder Projections

SHORT CONTRIBUTIONS

P. TER BERG
Deductibles and the Inverse Gaussian Distribution

R. J. VERRALL
A Method for Modelling Varying Run-off Evolutions In Claims Reserving

Book Review
Actuarial Vacancy


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